+729.8%
ALK vs GPC
+2,100.6%
-1,370.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.7% | -2.2% |
| 7D | +7.1% | +1.7% | +5.4% | +6.0% |
| 30D | -3.0% | -2.3% | -0.7% | -1.5% |
| 3M | -25.6% | -4.5% | -21.1% | -23.4% |
| 6M | +0.5% | +21.6% | -21.1% | -13.3% |
| YTD | -23.1% | +4.0% | -27.1% | -27.4% |
| 1Y | -7.5% | +3.5% | -11.1% | -12.4% |
| 3Y | +15.3% | +2.1% | +13.2% | +5.2% |
| 5Y | -34.8% | +5.5% | -40.2% | -43.3% |
| 10Y | -41.2% | +90.7% | -131.9% | -67.1% |
| All | +729.8% | +2,100.6% | -1,370.8% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling